+239.5%
HUT vs TAP
-35.9%
+275.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.7% | +8.3% | +7.6% |
| 7D | +24.8% | -8.0% | +32.8% | +26.0% |
| 30D | -28.4% | +4.1% | -32.4% | -29.4% |
| 3M | -31.2% | -4.4% | -26.9% | -31.5% |
| 6M | -40.2% | -1.9% | -38.3% | -41.2% |
| YTD | +32.9% | -12.1% | +45.0% | +33.0% |
| 1Y | +39.1% | -12.0% | +51.1% | +38.8% |
| 3Y | +462.8% | -25.0% | +487.8% | +477.2% |
| 5Y | -13.9% | -1.1% | -12.8% | -17.1% |
| All | +239.5% | -35.9% | +275.4% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling